+346.7%
AEM vs TAP
-50.5%
+397.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -5.0% | -5.3% | +0.2% | -4.4% |
| 30D | +8.5% | -7.4% | +15.8% | +9.5% |
| 3M | +29.3% | -4.9% | +34.2% | +29.9% |
| 6M | -12.9% | -14.2% | +1.3% | -11.4% |
| YTD | +16.8% | -14.8% | +31.6% | +18.7% |
| 1Y | +29.8% | -18.1% | +47.9% | +32.4% |
| 3Y | +336.7% | -32.7% | +369.4% | +354.7% |
| 5Y | +299.9% | -0.5% | +300.4% | +293.2% |
| All | +346.7% | -50.5% | +397.2% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling